CME Euro FX (E) Future September 2018
| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1776 |
1.1717 |
-0.0059 |
-0.5% |
1.1676 |
| High |
1.1795 |
1.1745 |
-0.0050 |
-0.4% |
1.1750 |
| Low |
1.1708 |
1.1612 |
-0.0096 |
-0.8% |
1.1582 |
| Close |
1.1723 |
1.1628 |
-0.0095 |
-0.8% |
1.1738 |
| Range |
0.0087 |
0.0133 |
0.0046 |
52.9% |
0.0168 |
| ATR |
0.0094 |
0.0097 |
0.0003 |
2.9% |
0.0000 |
| Volume |
248,560 |
302,853 |
54,293 |
21.8% |
1,286,948 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2060 |
1.1977 |
1.1701 |
|
| R3 |
1.1927 |
1.1844 |
1.1665 |
|
| R2 |
1.1794 |
1.1794 |
1.1652 |
|
| R1 |
1.1711 |
1.1711 |
1.1640 |
1.1686 |
| PP |
1.1661 |
1.1661 |
1.1661 |
1.1649 |
| S1 |
1.1578 |
1.1578 |
1.1616 |
1.1553 |
| S2 |
1.1528 |
1.1528 |
1.1604 |
|
| S3 |
1.1395 |
1.1445 |
1.1591 |
|
| S4 |
1.1262 |
1.1312 |
1.1555 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2192 |
1.2132 |
1.1830 |
|
| R3 |
1.2025 |
1.1965 |
1.1784 |
|
| R2 |
1.1857 |
1.1857 |
1.1768 |
|
| R1 |
1.1797 |
1.1797 |
1.1753 |
1.1827 |
| PP |
1.1690 |
1.1690 |
1.1690 |
1.1705 |
| S1 |
1.1630 |
1.1630 |
1.1722 |
1.1660 |
| S2 |
1.1522 |
1.1522 |
1.1707 |
|
| S3 |
1.1355 |
1.1462 |
1.1691 |
|
| S4 |
1.1187 |
1.1295 |
1.1645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1795 |
1.1582 |
0.0213 |
1.8% |
0.0101 |
0.9% |
22% |
False |
False |
268,927 |
| 10 |
1.1940 |
1.1582 |
0.0358 |
3.1% |
0.0113 |
1.0% |
13% |
False |
False |
270,140 |
| 20 |
1.1940 |
1.1582 |
0.0358 |
3.1% |
0.0095 |
0.8% |
13% |
False |
False |
165,011 |
| 40 |
1.2156 |
1.1582 |
0.0574 |
4.9% |
0.0093 |
0.8% |
8% |
False |
False |
85,427 |
| 60 |
1.2557 |
1.1582 |
0.0975 |
8.4% |
0.0085 |
0.7% |
5% |
False |
False |
57,145 |
| 80 |
1.2639 |
1.1582 |
0.1057 |
9.1% |
0.0084 |
0.7% |
4% |
False |
False |
42,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2310 |
|
2.618 |
1.2093 |
|
1.618 |
1.1960 |
|
1.000 |
1.1878 |
|
0.618 |
1.1827 |
|
HIGH |
1.1745 |
|
0.618 |
1.1694 |
|
0.500 |
1.1678 |
|
0.382 |
1.1662 |
|
LOW |
1.1612 |
|
0.618 |
1.1529 |
|
1.000 |
1.1479 |
|
1.618 |
1.1396 |
|
2.618 |
1.1263 |
|
4.250 |
1.1046 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1678 |
1.1703 |
| PP |
1.1661 |
1.1678 |
| S1 |
1.1645 |
1.1653 |
|